Some new characterization of rational expectation equilibria in economies with asymmetric information
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DOI: 10.1007/s10203-009-0094-7
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- Luciano I. Castro & Marialaura Pesce & Nicholas C. Yannelis, 2020. "A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility," Annals of Finance, Springer, vol. 16(1), pages 1-61, March.
- Luciano I. de Castro & Marialaura Pesce & Nicholas C. Yannelis, 2013. "A New Perspective on Rational Expectations," Economics Discussion Paper Series 1316, Economics, The University of Manchester.
- Achille Basile & Maria Gabriella Graziano & Ciro Tarantino, 2018.
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- Achille Basile & Maria Gabriella Graziano & Ciro Tarantino, 2016. "Coalitional Fairness with Participation Rates," CSEF Working Papers 442, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
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More about this item
Keywords
Exchange economies; Rational expectations equilibria; Asymmetric informations; Ex-post core; D82; D51; C71;All these keywords.
JEL classification:
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- D51 - Microeconomics - - General Equilibrium and Disequilibrium - - - Exchange and Production Economies
- C71 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Cooperative Games
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